ESEE.DE vs. VALU.DE
ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) and VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) are both exchange-traded funds - ESEE.DE is a S&P 500 fund tracking the S&P 500 Index, while VALU.DE is a Europe Equities fund tracking the BNP Paribas Value Europe ESG. Both are passively managed. Over the past 10 years, ESEE.DE returned -10.09%/yr vs 8.70%/yr for VALU.DE. A 0.62 correlation means they provide meaningful diversification when combined. ESEE.DE charges 0.15%/yr vs 0.30%/yr for VALU.DE.
Performance
ESEE.DE vs. VALU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESEE.DE achieves a 10.77% return, which is significantly lower than VALU.DE's 12.64% return. Over the past 10 years, ESEE.DE has underperformed VALU.DE with an annualized return of -10.09%, while VALU.DE has yielded a comparatively higher 8.70% annualized return.
ESEE.DE
- 1D
- -0.91%
- 1M
- 0.28%
- YTD
- 10.77%
- 6M
- 11.03%
- 1Y
- 24.61%
- 3Y*
- 18.72%
- 5Y*
- 13.85%
- 10Y*
- -10.09%
VALU.DE
- 1D
- 0.78%
- 1M
- 1.79%
- YTD
- 12.64%
- 6M
- 13.34%
- 1Y
- 24.34%
- 3Y*
- 18.27%
- 5Y*
- 7.97%
- 10Y*
- 8.70%
ESEE.DE vs. VALU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 10.77% | 4.37% | 32.18% | 22.62% | -14.21% | 40.86% | 7.17% | 34.93% | -91.74% | 7.10% |
VALU.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 12.64% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -12.18% | 17.78% | -12.49% | 17.81% |
Correlation
The correlation between ESEE.DE and VALU.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2016 | 0.62 |
The correlation between ESEE.DE and VALU.DE shifts across timeframes, from 0.44 (3 years) to 0.62 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESEE.DE vs. VALU.DE — Risk / Return Rank
ESEE.DE
VALU.DE
ESEE.DE vs. VALU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) and BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESEE.DE | VALU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 3.14 | +0.26 |
| Martin ratioReturn relative to average drawdown | 11.95 | 11.27 | +0.67 |
Loading charts...
Drawdowns
ESEE.DE vs. VALU.DE - Drawdown Comparison
The maximum ESEE.DE drawdown since its inception was -92.35%, which is greater than VALU.DE's maximum drawdown of -41.04%. Use the drawdown chart below to compare losses from any high point for ESEE.DE and VALU.DE.
Loading charts...
Drawdown Indicators
| ESEE.DE | VALU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.35% | -41.04% | -51.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -7.71% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -14.17% | -9.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -31.19% | +7.74% |
Max Drawdown (10Y)Largest decline over 10 years | -92.35% | -41.04% | -51.31% |
Current DrawdownCurrent decline from peak | -74.33% | -0.47% | -73.86% |
Average DrawdownAverage peak-to-trough decline | -54.95% | -7.71% | -47.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.15% | -0.10% |
Volatility
ESEE.DE vs. VALU.DE - Volatility Comparison
BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) has a higher volatility of 3.35% compared to BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) at 3.04%. This indicates that ESEE.DE's price experiences larger fluctuations and is considered to be riskier than VALU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESEE.DE | VALU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.04% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 9.45% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 11.62% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 14.45% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 15.81% | +17.27% |
ESEE.DE vs. VALU.DE - Expense Ratio Comparison
ESEE.DE has a 0.15% expense ratio, which is lower than VALU.DE's 0.30% expense ratio.
Dividends
ESEE.DE vs. VALU.DE - Dividend Comparison
Neither ESEE.DE nor VALU.DE has paid dividends to shareholders.
Frequently Asked Questions
ESEE.DE and VALU.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEE.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for VALU.DE.
ESEE.DE is categorized as S&P 500, while VALU.DE is Europe Equities. ESEE.DE tracks S&P 500 Index, while VALU.DE tracks BNP Paribas Value Europe ESG. Their fees differ too: 0.15% for ESEE.DE and 0.30% for VALU.DE.
Find the right allocation for ESEE.DE and VALU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer